The refined instrumental variable method. Unified estimation of discrete and continuous-time transfer function models

Journal Europeen des Systemes Automatises

Volumn 42, Issue 2-3, 2008, Pages 149-179

  Young, Peter C ^a,b,c  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^c UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Continuous time; Discrete time; Estimation; Identification; Optimal instrumental variable; Transfer function

Indexed keywords

CONTINUOUS TIME SYSTEMS; ESTIMATION; IDENTIFICATION (CONTROL SYSTEMS); MONTE CARLO METHODS; TIME DOMAIN ANALYSIS;

CONTINUOUS-TIME; DISCRETE TIME; ESTIMATION ALGORITHM; INSTRUMENTAL VARIABLES; REFINED INSTRUMENTAL VARIABLES; STATISTICAL PROPERTIES; TIME-DOMAIN IDENTIFICATION; TRANSFER FUNCTION MODEL;

TRANSFER FUNCTIONS;

EID: 70349732255     PISSN: 12696935     EISSN: None     Source Type: Journal    
DOI: 10.3166/JESA.42.149-179     Document Type: Article

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